Invesco Municipal Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.32% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 19.00 | |
| 0.0624 | 18.88 | |
| 0.8770 | 272.69 | |
| 0.0773 | 10.60 |
Estimation Period:
Nov 21, 1991 to Feb 13, 2026
Nov 21, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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